Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47804.8 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46409.9 Kr¶

PnL: ---------------------------------------> -478.67 Kr¶

DD now: ---------------------------------> -1.697 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 12:35:11.418287'

Anic Portfolio¶

Today¶

Return: 0.195 %¶

This Week¶

Return: 0.571 %¶

Total¶

Return: 56.501 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.320000 2803.500000 167.500000 6.350000 2636.000010
Beijer Electronics Group 26 -0.500000 3088.800000 117.800000 3.960000 2971.000006
Corem Property Group B 59 -1.160000 654.900000 77.900000 13.500000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.600000 431.400000 76.400000 21.520000 355.000000
SAAB B 8 1.250000 3436.800000 59.800000 1.770000 3377.000000
Boozt 12 -0.140000 1704.000000 50.000000 3.020000 1653.999996
HMS Networks 2 -0.670000 714.800000 41.800000 6.210000 673.000000
OEM International B 7 0.000000 555.800000 27.800000 5.270000 527.999997
Intrum 4 0.370000 548.200000 21.200000 4.020000 527.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Coor Service Management Hold. 8 0.070000 547.200000 15.200000 2.860000 532.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.740000 257.760000 11.760000 4.780000 246.000000
Norva24 Group 16 1.480000 550.080000 7.080000 1.300000 543.000000
Resurs Holding 22 0.300000 580.360000 6.360000 1.110000 573.999998
AcadeMedia 12 0.430000 563.040000 6.040000 1.080000 557.000004
Swedbank A 3 1.610000 568.050000 4.050000 0.720000 564.000000
Karnov Group 9 -1.480000 540.000000 4.000000 0.750000 536.000004
Essity A 4 -1.370000 1150.000000 1.000000 0.090000 1149.000000
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.230000 545.250000 -0.750000 -0.140000 546.000000
Essity B 2 -1.240000 572.800000 -1.200000 -0.210000 574.000000
Securitas B 6 -0.130000 568.680000 -1.320000 -0.230000 570.000000
Nordea Bank Abp 29 0.000000 3449.260000 -4.740000 -0.140000 3453.999992
CTEK 13 0.990000 528.060000 -5.940000 -1.110000 533.999999
Midsona B 63 -1.730000 573.300000 -9.700000 -1.660000 582.999984
FM Mattsson Mora Group B 50 -2.690000 2890.000000 -37.000000 -1.260000 2927.000000
International Petroleum Corp. 5 2.490000 556.500000 -38.070000 -6.400000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.370000 3766.000000 -84.000000 -2.180000 3850.000000
OX2 18 1.430000 1535.400000 -128.600000 -7.730000 1663.999992
Axfood 13 -0.140000 3582.800000 -173.200000 -4.610000 3756.000001
Ovzon 52 3.010000 3026.400000 -335.600000 -9.980000 3361.999992
Fasadgruppen Group 35 -0.200000 3451.000000 -360.000000 -9.450000 3810.999990
TOTAL 46409.900000 -478.670000 -1.69667% 46888.564618

Updated:¶

'2023-01-18 12:35:23.798631'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶